Anic Equity¶

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Total return since start: 0.568 %¶

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Equity now: -----------------------------> 47909.15 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46514.27 Kr¶

PnL: ---------------------------------------> -374.3 Kr¶

DD now: ---------------------------------> -1.482 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 09:15:04.078854'

Anic Portfolio¶

Today¶

Return: 0.79 %¶

This Week¶

Return: 0.79 %¶

Total¶

Return: 56.842 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.830000 3161.600000 190.600000 6.420000 2971.000006
HEBA B 70 0.250000 2800.000000 164.000000 6.220000 2636.000010
Corem Property Group B 59 1.650000 653.720000 76.720000 13.300000 576.999999
Samhällsbyggnadsbo. i Norden B 20 0.520000 427.200000 72.200000 20.340000 355.000000
FM Mattsson Mora Group B 50 1.020000 2980.000000 53.000000 1.810000 2927.000000
HMS Networks 2 0.960000 718.800000 45.800000 6.810000 673.000000
Boozt 12 0.790000 1683.600000 29.600000 1.790000 1653.999996
Nordea Bank Abp 29 0.810000 3477.100000 23.100000 0.670000 3453.999992
Eastnine 4 1.580000 513.600000 22.600000 4.600000 491.000000
Samhällsbyggnadsbo. i Norden D 12 1.300000 262.560000 16.560000 6.730000 246.000000
Intrum 4 1.540000 540.600000 13.600000 2.580000 527.000000
Karnov Group 9 -0.490000 549.000000 13.000000 2.430000 536.000004
Essity A 4 0.350000 1162.000000 13.000000 1.130000 1149.000000
Midsona B 63 0.320000 594.090000 11.090000 1.900000 582.999984
MedCap 2 1.650000 431.000000 10.000000 2.380000 421.000000
OEM International B 7 0.130000 537.600000 9.600000 1.820000 527.999997
Resurs Holding 22 -0.380000 582.780000 8.780000 1.530000 573.999998
Essity B 2 1.080000 582.600000 8.600000 1.500000 574.000000
Norva24 Group 16 -0.930000 548.160000 5.160000 0.950000 543.000000
Creaspac SPAC 6 0.520000 582.000000 5.000000 0.870000 577.000002
Handelsbanken A 5 0.730000 549.750000 3.750000 0.690000 546.000000
AcadeMedia 12 -0.300000 559.680000 2.680000 0.480000 557.000004
Coor Service Management Hold. 8 -2.120000 534.400000 2.400000 0.450000 532.000000
Securitas B 6 0.360000 565.680000 -4.320000 -0.760000 570.000000
Swedbank A 3 -0.590000 557.700000 -6.300000 -1.120000 564.000000
CTEK 13 0.580000 520.910000 -13.090000 -2.450000 533.999999
Fastighetsbolag. Emilshus Pref 21 -2.430000 548.100000 -13.900000 -2.470000 562.000005
SAAB B 8 0.900000 3312.000000 -65.000000 -1.920000 3377.000000
International Petroleum Corp. 5 1.250000 527.000000 -67.570000 -11.360000 594.565215
Vivesto 1368 -0.620000 530.240000 -82.760000 -13.500000 612.999432
Sampo Oyj SDB 7 0.090000 3766.000000 -84.000000 -2.180000 3850.000000
OX2 18 0.880000 1548.000000 -116.000000 -6.970000 1663.999992
Axfood 13 0.040000 3556.800000 -199.200000 -5.300000 3756.000001
Fasadgruppen Group 35 2.630000 3556.000000 -255.000000 -6.690000 3810.999990
Ovzon 52 3.300000 3094.000000 -268.000000 -7.970000 3361.999992
TOTAL 46514.270000 -374.300000 -1.48209% 46888.564618

Updated:¶

'2023-01-16 09:15:16.623160'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶